QuantConnect / Documentation

QuantConnect Wiki Style Documentation Behind QuantConnect
https://www.quantconnect.com/docs/v2/
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Add Custom Order Properties #1494

Closed jaredbroad closed 8 months ago

jaredbroad commented 1 year ago

e.g.

# Add a note to every ESMX order.
properties = TerminalLinkOrderProperties()
properties.CustomNotes1 = "QuantConnect/LEAN Routed Order"
self.DefaultOrderProperties = properties

Expected Behavior

Document FIX properties:

Actual Behavior

No docs for order properties

Checklist

AlexCatarino commented 11 months ago

Most of points in this issue have been addressed. E.g.: https://www.quantconnect.com/docs/v2/cloud-platform/live-trading/brokerages/bloomberg-emsx#05-Orders

We have decided not to create a Brokerage page for RBI, and its order properties are the same as default.

The missing point is adding the Brokerage Model for Terminal Link (cc @DerekMelchin).